mini-sized Dow ($5) Future March 2010

Trading Metrics calculated at close of trading on 27-Oct-2009

Day Change Summary
	Previous	Current
	26-Oct-2009	27-Oct-2009	Change	Change %	Previous Week
Open	9,898	9,775	-123	-1.2%	9,824
High	9,963	9,837	-126	-1.3%	10,011
Low	9,737	9,728	-9	-0.1%	9,785
Close	9,782	9,775	-7	-0.1%	9,872
Range	226	109	-117	-51.8%	226
ATR	144	142	-3	-1.7%	0
Volume	172	265	93	54.1%	615

Daily Pivots for day following 27-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,107	10,050	9,835
R3	9,998	9,941	9,805
R2	9,889	9,889	9,795
R1	9,832	9,832	9,785	9,830
PP	9,780	9,780	9,780	9,779
S1	9,723	9,723	9,765	9,721
S2	9,671	9,671	9,755
S3	9,562	9,614	9,745
S4	9,453	9,505	9,715

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	10,567	10,446	9,996
R3	10,341	10,220	9,934
R2	10,115	10,115	9,914
R1	9,994	9,994	9,893	10,055
PP	9,889	9,889	9,889	9,920
S1	9,768	9,768	9,851	9,829
S2	9,663	9,663	9,831
S3	9,437	9,542	9,810
S4	9,211	9,316	9,748

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,007	9,728	279	2.9%	186	1.9%	17%	False	True	181
10	10,011	9,728	283	2.9%	159	1.6%	17%	False	True	130
20	10,011	9,280	731	7.5%	146	1.5%	68%	False	False	88

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	31
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	10,300
2.618	10,122
1.618	10,013
1.000	9,946
0.618	9,904
HIGH	9,837
0.618	9,795
0.500	9,783
0.382	9,770
LOW	9,728
0.618	9,661
1.000	9,619
1.618	9,552
2.618	9,443
4.250	9,265

Fisher Pivots for day following 27-Oct-2009
Pivot	1 day	3 day
R1	9,783	9,868
PP	9,780	9,837
S1	9,778	9,806

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols